1 # Copyright (C) 2003,2004,2005 Michael Creel <michael.creel@uab.es>
3 # This program is free software; you can redistribute it and/or modify
4 # it under the terms of the GNU General Public License as published by
5 # the Free Software Foundation; either version 2 of the License, or
6 # (at your option) any later version.
8 # This program is distributed in the hope that it will be useful,
9 # but WITHOUT ANY WARRANTY; without even the implied warranty of
10 # MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
11 # GNU General Public License for more details.
13 # You should have received a copy of the GNU General Public License
14 # along with this program; If not, see <http://www.gnu.org/licenses/>.
16 # for internal use by gmm_estimate
19 # average moments (separate function so it can be differentiated)
20 function m = average_moments(theta, data, moments, momentargs)
22 global NSLAVES PARALLEL NEWORLD NSLAVES TAG;
27 nn = floor(n/(NSLAVES + 1)); # save some work for master
29 # The command that the slave nodes will execute
30 cmd=['contrib = sum_moments_nodes(theta, data, moments, momentargs, nn); ',...
31 'MPI_Send(contrib,0,TAG,NEWORLD);'];
33 # send items to slaves
34 NumCmds_Send({"theta", "nn", "cmd"},{theta, nn, cmd});
36 # evaluate last block on master while slaves are busy
37 m = feval("sum_moments_nodes", theta, data, moments, momentargs, nn);
39 # collect slaves' results
40 contrib = zeros(1,columns(m));
42 MPI_Recv(contrib,i,TAG,NEWORLD);
46 m = m'; # we want a column vector, please
47 m = m/n; # average please, not sum
50 m = feval(moments, theta, data, momentargs);
51 m = mean(m)'; # returns Gx1 moment vector